+92.3%
MA vs KHC
-16.5%
+108.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.8% | +2.3% | +0.1% |
| 7D | +2.3% | +1.1% | +1.2% | +2.1% |
| 30D | +14.7% | +12.0% | +2.7% | +11.8% |
| 3M | +13.5% | +0.2% | +13.3% | +13.3% |
| 6M | +33.1% | +10.3% | +22.8% | +29.7% |
| YTD | +15.1% | +6.7% | +8.3% | +12.7% |
| 1Y | +18.7% | +10.9% | +7.9% | +15.1% |
| 3Y | +72.1% | -12.6% | +84.7% | +74.7% |
| All | +92.3% | -16.5% | +108.8% | +100.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KHC.
Daily Out/Under-Performance
Portfolio return minus KHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KHC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded KHC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling